Analysis run in : 2024-04-20 09:00
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Table Visualization¶
Out[13]:
| category | codeCOT | futures | latest | deltaW | zscore3M | zscore6M | |
|---|---|---|---|---|---|---|---|
| 0 | equities | 13874A | E-MINI S&P 500 | 54,239 | 136,788 | 2.830723 | 2.407885 |
| 1 | equities | 1170E1 | VIX FUTURES | -22,474 | 8,848 | 2.522136 | 1.701084 |
| 2 | equities | 239742 | RUSSELL E-MINI | -37,719 | -9,888 | -1.622705 | -0.417424 |
| 3 | equities | 12460+ | DJIA Consolidated | 14,042 | -3,096 | -1.619046 | 0.453694 |
| 4 | equities | 209742 | NASDAQ MINI | 9,762 | -19 | -0.528722 | -0.536157 |
| 5 | equities | 240741 | NIKKEI STOCK AVERAGE | -856 | 1,062 | 1.864379 | 1.950228 |
| 6 | rates | 043602 | UST 10Y NOTE | -521,297 | 33,740 | 1.276017 | 1.676493 |
| 7 | rates | 044601 | UST 5Y NOTE | -1,211,272 | 39,408 | 0.708273 | 0.824056 |
| 8 | rates | 042601 | UST 2Y NOTE | -951,337 | 1,965 | 0.758278 | 1.332918 |
| 9 | rates | 020601 | UST BOND | -17,626 | 51,987 | 1.246549 | 1.831952 |
| 10 | rates | 045601 | FED FUNDS | 58,728 | 89,424 | 2.353189 | 2.781953 |
| 11 | rates | 132741 | EURODOLLARS-3M | 0 | 0 | 0.000000 | 0.000000 |
| 12 | currencies | 098662 | USD INDEX | -956 | 202 | -1.010668 | -0.968154 |
| 13 | currencies | 097741 | JAPANESE YEN | -167,308 | -5,106 | -1.646893 | -2.128949 |
| 14 | currencies | 099741 | EURO FX | 4,990 | -26,843 | -1.737148 | -2.011016 |
| 15 | currencies | 096742 | BRITISH POUND | 2,193 | -24,551 | -2.186644 | -0.550065 |
| 16 | currencies | 232741 | AUSTRALIAN DOLLAR | -102,998 | -11,300 | -1.041981 | -1.476885 |
| 17 | currencies | 090741 | CANADIAN DOLLAR | -85,385 | -29,964 | -2.213760 | -1.850515 |
| 18 | currencies | 095741 | MEXICAN PESO | 127,469 | -12,252 | 0.967617 | 1.366659 |
| 19 | currencies | 112741 | NZ DOLLAR | -11,726 | 1,821 | -1.542196 | -0.726953 |
| 20 | currencies | 092741 | SWISS FRANC | -37,267 | -4,782 | -2.043844 | -2.606564 |
| 21 | commodities | 133741 | BITCOIN | -538 | -239 | 1.185716 | 1.330621 |
| 22 | commodities | 06765T | BRENT LAST DAY | -23,514 | 252 | -0.594968 | 0.039955 |
| 23 | commodities | 088691 | GOLD | 231,584 | -2,920 | 1.081780 | 1.277722 |
| 24 | commodities | 085692 | COPPER- #1 | 46,922 | 2,962 | 1.636793 | 2.312650 |
| 25 | commodities | 023651 | NAT GAS NYME | -136,389 | -3,961 | -0.707703 | -1.110143 |
| 26 | commodities | 111659 | GASOLINE RBOB | 77,606 | -5,795 | 0.918633 | 0.965051 |
| 27 | commodities | 022651 | NY HARBOR ULSD | 4,122 | -5,530 | -1.804442 | -2.130864 |
| 28 | commodities | 084691 | SILVER | 51,881 | -619 | 1.188201 | 1.727697 |
| 29 | commodities | 076651 | PLATINUM | 20,848 | -1,154 | 1.728548 | 1.232981 |
| 30 | commodities | 002602 | CORN | -230,464 | -14,056 | -0.002360 | -0.820759 |
| 31 | commodities | 005602 | SOYBEANS | -179,529 | -25,268 | -0.975895 | -1.172269 |
| 32 | commodities | 001602 | WHEAT-SRW | -68,101 | -12,693 | -1.571882 | -0.563380 |
| 33 | commodities | 001612 | WHEAT-HRW | -42,838 | -2,578 | -1.894223 | -2.110190 |
| 34 | commodities | 057642 | LIVE CATTLE | 61,591 | -6,559 | -0.437295 | -0.116622 |
| 35 | commodities | 054642 | LEAN HOGS | 101,128 | -8,974 | 1.149219 | 1.695962 |
| 36 | commodities | 080732 | SUGAR NO. 11 | 41,190 | -44,258 | -1.511906 | -0.963139 |
| 37 | commodities | 033661 | COTTON NO. 2 | 52,576 | -24,836 | -0.830867 | 0.147947 |
| 38 | commodities | 083731 | COFFEE C | 76,932 | 4,004 | 2.303803 | 1.782007 |
| 39 | commodities | 073732 | COCOA | 21,769 | -1,103 | -1.114492 | -1.714980 |
| 40 | commodities | 040701 | FRZN CONCENTRATED ORANGE JUICE | 1,723 | 263 | 0.536248 | -0.220210 |
Plotting plotly¶
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